Financial markets’ deterministic aspects modeled by a low-dimensional equation
Abstract We ask whether empirical finance market data (Financial Stress Index, swap and equity, emerging and developed, corporate and government, short and long maturity), with their recently observed alternations between calm periods and financial turmoil, could be described by a low-dimensional de...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2022-02-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-022-05765-z |